-52.9%
DOCS vs MKSI
+33.5%
-86.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.1% | +1.2% |
| 7D | +2.6% | +12.2% | -9.6% | -1.1% |
| 30D | +11.4% | -8.0% | +19.5% | +13.2% |
| 3M | +25.4% | -29.5% | +54.9% | +36.7% |
| 6M | +42.5% | -31.9% | +74.5% | +50.3% |
| YTD | -24.7% | +35.3% | -60.0% | -42.3% |
| 1Y | -32.9% | +50.3% | -83.2% | -51.1% |
| 3Y | +39.6% | +216.4% | -176.8% | -43.1% |
| All | -52.9% | +33.5% | -86.3% | -66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MKSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling